1. Market Closures and Cross-sectional Stock Returns

   • Kotaro Miwa

   OriginalPaper 16 August 2019 Pages: 1 - 33

   

2. Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model

   • Katsushi Nakajima

   Original Research 08 August 2019 Pages: 35 - 59

3. The Profitability in the FTSE 100 Index: A New Markov Chain Approach

   • Flavio Ivo Riedlinger
   • João Nicolau

   OriginalPaper 10 September 2019 Pages: 61 - 81

   

4. Hedging Derivatives on Two Assets with Model Risk

   • Koichi Matsumoto
   • Keita Shimizu

   Original Research 29 October 2019 Pages: 83 - 95

   

5. Investor Sentiment and the Return Rate of P2P Lending Platform

   • Wei Zhang
   • Yingxiu Zhao
   • Dehua Shen

   OriginalPaper 01 October 2019 Pages: 97 - 113

   

6. Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50

   • Polin Wu
   • Wasin Siwasarit

   OriginalPaper 30 September 2019 Pages: 115 - 144

   

7. Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study

   • Tetsuya Takaishi
   • Takanori Adachi

   OriginalPaper 04 October 2019 Pages: 145 - 154